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ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.

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robcaulk
2022-10-29 22:26:49 +02:00
parent a9db668082
commit 650bb8b7d7
5 changed files with 92 additions and 74 deletions
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35
freqtrade/freqai/freqai_interface.py
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@@ -72,6 +72,7 @@ class IFreqaiModel(ABC):
self.identifier: str = self.freqai_info.get("identifier", "no_id_provided")
self.scanning = False
self.ft_params = self.freqai_info["feature_parameters"]
self.corr_pairlist = self.ft_params.get("include_corr_pairlist", [])
self.keras: bool = self.freqai_info.get("keras", False)
if self.keras and self.ft_params.get("DI_threshold", 0):
self.ft_params["DI_threshold"] = 0
@@ -375,12 +376,8 @@ class IFreqaiModel(ABC):
self.dd.return_null_values_to_strategy(dataframe, dk)
return dk
if self.get_corr_dataframes:
self.corr_dataframes = dk.extract_corr_pair_columns_from_populated_indicators(dataframe)
self.get_corr_dataframes = False
else:
dataframe = dk.attach_corr_pair_columns(
dataframe, self.corr_dataframes, metadata["pair"])
if self.corr_pairlist:
dataframe = self.cache_corr_pairlist_dfs(dataframe, dk)
dk.find_labels(dataframe)
@@ -687,7 +684,8 @@ class IFreqaiModel(ABC):
" avoid blinding open trades and degrading performance.")
self.pair_it = 0
self.inference_time = 0
self.get_corr_dataframes = True
if self.corr_pairlist:
self.get_corr_dataframes = True
return
def train_timer(self, do: Literal['start', 'stop'] = 'start', pair: str = ''):
@@ -746,6 +744,29 @@ class IFreqaiModel(ABC):
f'Best approximation queue: {best_queue}')
return best_queue
def cache_corr_pairlist_dfs(self, dataframe: DataFrame, dk: FreqaiDataKitchen) -> DataFrame:
"""
Cache the corr_pairlist dfs to speed up performance for subsequent pairs during the
current candle.
:param dataframe: strategy fed dataframe
:param dk: datakitchen object for current asset
:return: dataframe to attach/extract cached corr_pair dfs to/from.
"""
if self.get_corr_dataframes:
self.corr_dataframes = dk.extract_corr_pair_columns_from_populated_indicators(dataframe)
if not self.corr_dataframes:
logger.warning("Couldn't cache corr_pair dataframes for improved performance. "
"Consider ensuring that the full coin/stake, e.g. XYZ/USD, "
"is included in the column names when you are creating features "
"in `populate_any_indicators()`.")
self.get_corr_dataframes = not bool(self.corr_dataframes)
else:
dataframe = dk.attach_corr_pair_columns(
dataframe, self.corr_dataframes, dk.pair)
return dataframe
# Following methods which are overridden by user made prediction models.
# See freqai/prediction_models/CatboostPredictionModel.py for an example.